ACTSC 445 Asset-Liability ManagementActuarial Science (2009-2010)
Duration analysis and immunization. Interest rate derivative securities and their application in asset-liability management. Stochastic approaches to risk management. [Offered: F,S]
Prerequisites: (AFM 372/ACTSC 391 or (ACTSC 231 and 371) or (ACTSC 231 and BUS 393W)), ((STAT 330 and 333) or STAT 334); Actuarial Science, Bus/Math double degree, Math/Bus Finance Opt, Math/FARM, Math Finance, Math/Accounting Actsc or Finance Opt students only
Sections For Fall 2009
Note: Choose TUT section for Related 1.
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Zou, Xiaorong | 01:00-02:20 M T W Th F | 81/85 | 2 | 2 | MC 2034 | 7449 | ||
| NO ACTSC,STAT,Dbl Deg,PMATH | 81/85 | |||||||
| Saunders, David | 01:00-02:20 M T W Th F | 106/125 | 1 | 1 | MC 2065 | 4773 | ||
| ACTSC,STAT,Dbl Deg,PMATH | 103/125 | |||||||
| Held With: ACTSC 845 | ||||||||
| Tutorials | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| TBA | 05:30-06:20 M T W Th F | 132/150 | 101 | 99 | 99 | MC 2066 | 4935 | |
| Held With: ACTSC 845 | ||||||||
| TBA | 05:30-06:20 M T W Th F | 55/60 | 102 | 99 | 99 | MC 4040 | 7450 | |
Sections For Spring 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Lemieux, Christiane | 11:30-12:20 M T W Th F | 163/165 | 1 | 1 | 101 | MC 2066 | 3125 | |
| Held With: ACTSC 845 | ||||||||
| Tutorials | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| TBA | 04:30-05:20 M T W Th F | 163/165 | 101 | 1 | MC 2066 | 4208 | ||
| Held With: ACTSC 845 | ||||||||